对高波动事件期间券商流动性的看法？

This is a great question. I've been wondering about this too, particularly after some of the recent crypto swings. Did you notice any specific brokers struggling more than others?

I've definitely noticed some wider spreads and increased slippage on my last few trades during big news releases, especially with the crypto volatility lately. Do you think it's more about the broker's underlying liquidity providers, or their own internal matching engines?